Previous work has shown that the Madden‐Julian Oscillation (MJO) can influence the North Atlantic Oscillation (NAO) via a Rossby wave teleconnection that propagates through the troposphere (i.e., a tropospheric pathway). In addition, recent work suggests that the MJO can influence the stratospheric polar vortex, which is also known to influence the tropospheric NAO—thus, there likely exists a stratospheric pathway for MJO influence as well. Here, we apply two methods to shed more light on the pathways linking the MJO to the NAO. First, we use a traditional approach in climate science based on analyzing conditional probabilities. Second, we use methods from causal discovery theory based on probabilistic graphical models. Together, these two analysis approaches reveal that the MJO can impact the NAO via both a tropospheric and stratospheric pathway. The stratospheric pathway is shown to come about in two ways: First, both methods show that the MJO itself influences the strength of the stratospheric polar vortex on a timescale of ∼10 days, and then 5 days later the vortex can drive changes in the NAO. Second, the state of the stratospheric polar vortex acts to condition the NAO to be conducive (or not) to MJO influence. When the vortex is in a state that opposes the expected NAO response to the MJO, we find little influence of the MJO on the NAO, however, when the vortex supports the expected NAO response, the NAO is up to 30% more likely to be in a particular state following active MJO periods.